CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:139.07% (+16.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.48 | |
| 0.2148 | 17.52 | |
| 0.8103 | 137.34 | |
| -0.1542 | -9.00 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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